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Does covered interest arbitrage dominate in foreign exchange markets?
Hilley, John L. - In: The Columbia journal of world business : publ. … 14 (1979) 4, pp. 99-107
Persistent link: https://www.econbiz.de/10002855293
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An arbitrage princing approach to evaluating mutual fund performance
Chang, Eric C.; Levellen, Wilbur G. - In: The journal of financial research 8 (1985) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10001993008
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Interregional arbitrage and the supply of loanable funds
Moore, Craig L.; Hill, Joanne M. - In: Journal of regional science 22 (1982) 4, pp. 499-512
Persistent link: https://www.econbiz.de/10002500351
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Government bond returns, measurement of interest rate risk, and the arbitrage pricing theory
Gultekin, N. Buletin; Rogalski, Richard J. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10002541570
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Eurodollar arbitrage
Kreicher, Lawrence L. - In: Quarterly review / Federal Reserve Bank of New York 7 (1982) 2, pp. 10-22
Persistent link: https://www.econbiz.de/10002245839
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When can price be arbitraged efficiently? : a limit to the validity of the random walk and martingale models
Mandelbrot, Benoit B. - In: The review of economics and statistics 53 (1971) 3, pp. 225-236
Persistent link: https://www.econbiz.de/10002431598
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Some empirical tests of the theory of arbitrage pricing
Chen, Nai-fu - In: The journal of finance : the journal of the American … 38 (1983) 5, pp. 1393-1414
Persistent link: https://www.econbiz.de/10001999361
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Day trading and equity market arbitrage
Curley, Anthony J.; Bear, Robert M. - In: The quarterly review of economics and business : … 14 (1974) 3, pp. 61-70
Persistent link: https://www.econbiz.de/10002040068